Selecting in VBA should (and in most cases can) be avoided. Try this method
Sub ChangeAllformats() Dim Sht As Worksheet Dim ThisSheet As Worksheet Application.ScreenUpdating = False Set ThisSheet = ActiveSheet For Each Sht In ThisWorkbook.Worksheets Sht.Cells.Style = "Currency" Next Sht Application.ScreenUpdating = True ThisSheet.Select Set ThisSheet = Nothing End Sub
Source: http://www.mrexcel.com/archive/VBA/13549b.html